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The Ensign Group, Inc. Common Stock ENSG

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Market datapartial · fetched 2026-10-22T10:53:19.271Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T10:00:15.848147149Z

FundamentalsAlpha Vantage · unavailable

Share price$173.90
1D
Price history unavailable.

The Ensign Group, Inc. Common Stock options

Live interpolated ENSG call and put midpoint premiums by absolute delta.The Ensign Group, Inc. Common Stock$1.34$5.95$10.56$15.16$19.77$152.23$162.92$173.62$184.32$195.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENSG spot · $173.90ENSG PRICE$1.84$2.32$2.94$3.69$4.50$5.48$6.46$7.50$8.55$9.87$11.45$13.33$15.64$2.21$2.88$3.61$4.42$5.33$6.36$7.42$8.55$9.68$11.19$12.78$15.25$18.44
PutsExpensive1.65×
CallsExpensive1.56×
SkewBearish+1.14 pp
Implied moveBearish±$13.88
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ190.6935.2%10.7%160.1838.4%9.2%
25Δ186.7833.2%8.7%163.2937.3%7.8%
30Δ183.8732.6%7.4%166.1036.4%6.6%
35Δ181.6833.2%6.6%168.5536.0%5.6%
40Δ179.5133.8%5.8%170.9135.7%4.8%
45Δ177.4034.4%5.2%173.1135.6%4.1%
50Δ175.2935.0%4.5%175.3135.5%3.5%
55Δ173.1634.8%3.9%177.4534.9%2.9%
60Δ171.0234.4%3.3%179.5934.2%2.3%
65Δ168.7734.4%2.7%181.9033.9%1.8%
70Δ166.4134.8%2.3%184.2433.7%1.4%
75Δ163.8135.4%1.9%187.3234.5%1.1%
80Δ160.8536.2%1.5%191.0636.0%0.7%

20Δ

Calls
Pseudo strike
190.69
IV
35.2%
B/E move
10.7%
Puts
Pseudo strike
160.18
IV
38.4%
B/E move
9.2%

25Δ

Calls
Pseudo strike
186.78
IV
33.2%
B/E move
8.7%
Puts
Pseudo strike
163.29
IV
37.3%
B/E move
7.8%

30Δ

Calls
Pseudo strike
183.87
IV
32.6%
B/E move
7.4%
Puts
Pseudo strike
166.10
IV
36.4%
B/E move
6.6%

35Δ

Calls
Pseudo strike
181.68
IV
33.2%
B/E move
6.6%
Puts
Pseudo strike
168.55
IV
36.0%
B/E move
5.6%

40Δ

Calls
Pseudo strike
179.51
IV
33.8%
B/E move
5.8%
Puts
Pseudo strike
170.91
IV
35.7%
B/E move
4.8%

45Δ

Calls
Pseudo strike
177.40
IV
34.4%
B/E move
5.2%
Puts
Pseudo strike
173.11
IV
35.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
175.29
IV
35.0%
B/E move
4.5%
Puts
Pseudo strike
175.31
IV
35.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
173.16
IV
34.8%
B/E move
3.9%
Puts
Pseudo strike
177.45
IV
34.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
171.02
IV
34.4%
B/E move
3.3%
Puts
Pseudo strike
179.59
IV
34.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
168.77
IV
34.4%
B/E move
2.7%
Puts
Pseudo strike
181.90
IV
33.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
166.41
IV
34.8%
B/E move
2.3%
Puts
Pseudo strike
184.24
IV
33.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
163.81
IV
35.4%
B/E move
1.9%
Puts
Pseudo strike
187.32
IV
34.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
160.85
IV
36.2%
B/E move
1.5%
Puts
Pseudo strike
191.06
IV
36.0%
B/E move
0.7%

Options history

No recorded observations